| Element | Missed Instructions | Cov. | Missed Branches | Cov. | Missed | Cxty | Missed | Lines | Missed | Methods | Missed | Classes |
| Total | 1,439 of 2,856 | 49% | 115 of 194 | 40% | 129 | 231 | 239 | 514 | 58 | 131 | 1 | 16 |
| DiscountCurveInterpolation.java | | 29% | | 29% | 29 | 52 | 66 | 95 | 13 | 30 | 0 | 3 |
| ForwardCurveInterpolation.java | | 41% | | 33% | 29 | 46 | 55 | 105 | 10 | 23 | 0 | 3 |
| CurveInterpolation.java | | 71% | | 70% | 30 | 68 | 53 | 180 | 17 | 37 | 1 | 6 |
| DiscountCurveFromForwardCurve.java | | 32% | | 15% | 24 | 28 | 38 | 56 | 9 | 12 | 0 | 1 |
| AbstractForwardCurve.java | | 58% | | 16% | 4 | 13 | 12 | 36 | 1 | 10 | 0 | 1 |
| ForwardCurveFromDiscountCurve.java | | 63% | | 50% | 9 | 15 | 9 | 28 | 5 | 11 | 0 | 1 |
| AbstractCurve.java | | 44% | | 0% | 4 | 9 | 6 | 14 | 3 | 8 | 0 | 1 |